BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6200 CE | ||||||||||||||||
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Delta: 0.26
Vega: 2.91
Theta: -4.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 30.55 | -14.5 | 22.06 | 2,610 | 124 | 1,582 | |||||||||
| 21 Sept | 6069.50 | 48 | -5.9 | 20.83 | 1,498 | 13 | 1,473 | |||||||||
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| 18 Sept | 6100.50 | 53.75 | -5.45 | 21.52 | 2,846 | -21 | 1,460 | |||||||||
| 14 Sept | 6247.00 | 136 | -39.95 | 16.19 | 1,526 | -88 | 617 | |||||||||
For Britannia Industries Ltd - strike price 6200 expiring on 30SEP2025
Delta for 6200 CE is 0.26
Historical price for 6200 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 30.55, which was -14.5 lower than the previous day. The implied volatity was 22.06, the open interest changed by 124 which increased total open position to 1582
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 48, which was -5.9 lower than the previous day. The implied volatity was 20.83, the open interest changed by 13 which increased total open position to 1473
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 53.75, which was -5.45 lower than the previous day. The implied volatity was 21.52, the open interest changed by -21 which decreased total open position to 1460
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 136, which was -39.95 lower than the previous day. The implied volatity was 16.19, the open interest changed by -88 which decreased total open position to 617
| BRITANNIA 30SEP2025 6200 PE | |||||||
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Delta: -0.73
Vega: 2.95
Theta: -2.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 165 | 14.25 | 22.92 | 140 | -16 | 277 |
| 21 Sept | 6069.50 | 145.35 | 5.25 | 20.70 | 53 | -10 | 293 |
| 18 Sept | 6100.50 | 143.15 | -3.85 | 18.97 | 187 | -41 | 304 |
| 14 Sept | 6247.00 | 73.45 | 9.05 | 19.92 | 2,027 | -136 | 536 |
For Britannia Industries Ltd - strike price 6200 expiring on 30SEP2025
Delta for 6200 PE is -0.73
Historical price for 6200 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 165, which was 14.25 higher than the previous day. The implied volatity was 22.92, the open interest changed by -16 which decreased total open position to 277
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 145.35, which was 5.25 higher than the previous day. The implied volatity was 20.70, the open interest changed by -10 which decreased total open position to 293
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 143.15, which was -3.85 lower than the previous day. The implied volatity was 18.97, the open interest changed by -41 which decreased total open position to 304
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 73.45, which was 9.05 higher than the previous day. The implied volatity was 19.92, the open interest changed by -136 which decreased total open position to 536
